+156.2%
GM vs TENB
+1.3%
+154.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | -4.6% | -8.3% | +3.7% | -3.4% |
| 3M | +0.2% | +26.2% | -25.9% | -5.8% |
| 6M | +12.6% | +60.2% | -47.6% | -0.5% |
| YTD | +3.7% | +43.1% | -39.4% | -6.8% |
| 1Y | +45.6% | +9.4% | +36.3% | +38.9% |
| 3Y | +162.0% | -23.9% | +185.8% | +164.8% |
| 5Y | +80.5% | -28.2% | +108.7% | +76.8% |
| All | +156.2% | +1.3% | +154.9% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling